Strategy Tearsheet
1 Jan, 2023 - 29 Dec, 2023

Generated by QuantStats (v. 0.0.62)

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	3.0%

Cumulative Return	-89.16%
CAGR﹪	-78.8%

Sharpe	-0.81
Prob. Sharpe Ratio	0.0%
Smart Sharpe	-0.8
Sortino	-0.97
Smart Sortino	-0.97
Sortino/√2	-0.69
Smart Sortino/√2	-0.68
Omega	0.33

Max Drawdown	-89.16%
Longest DD Days	362
Volatility (ann.)	0.22%
Calmar	-0.88
Skew	-4.42
Kurtosis	836.57

Expected Daily	-0.0%
Expected Monthly	-16.9%
Expected Yearly	-89.16%
Kelly Criterion	-47.7%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.02%
Expected Shortfall (cVaR)	-0.02%

Max Consecutive Wins	1
Max Consecutive Losses	1
Gain/Pain Ratio	-0.99
Gain/Pain (1M)	-1.0

Payoff Ratio	1.06
Profit Factor	0.33
Common Sense Ratio	-
CPC Index	0.08
Tail Ratio	-
Outlier Win Ratio	0.0
Outlier Loss Ratio	0.64

MTD	-18.45%
3M	-48.94%
6M	-70.28%
YTD	-89.16%
1Y	-89.16%
3Y (ann.)	-78.8%
5Y (ann.)	-78.8%
10Y (ann.)	-78.8%
All-time (ann.)	-78.8%

Best Day	1.19%
Worst Day	-0.9%
Best Month	-12.34%
Worst Month	-22.09%
Best Year	-89.16%
Worst Year	-89.16%

Avg. Drawdown	-89.16%
Avg. Drawdown Days	362
Recovery Factor	2.49
Ulcer Index	0.65
Serenity Index	-0.0

Avg. Up Month	-
Avg. Down Month	-16.84%
Win Days	23.95%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%

EOY Returns

Year	Return	Cumulative
2023	-221.89%	-89.16%

Worst 10 Drawdowns

Started	Recovered	Drawdown	Days
2023-01-01	2023-12-29	-89.16	362